+576.8%
ASTS vs HUBB
+268.5%
+308.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.9% | +5.2% | +5.7% |
| 7D | +18.5% | +4.8% | +13.7% | +16.0% |
| 30D | -8.1% | -9.3% | +1.2% | -3.7% |
| 3M | -28.2% | -3.9% | -24.3% | -27.3% |
| 6M | -26.1% | -0.8% | -25.3% | -26.5% |
| YTD | -9.0% | +5.6% | -14.5% | -11.4% |
| 1Y | +62.2% | +7.7% | +54.4% | +58.0% |
| 3Y | +1,621.9% | +47.5% | +1,574.4% | +1,386.8% |
| 5Y | +457.0% | +153.7% | +303.4% | +314.3% |
| All | +576.8% | +268.5% | +308.2% | +396.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HUBB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling